+370.1%
ISRG vs VALE
+493.0%
-122.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -5.0% | -1.8% | -3.2% | -4.6% |
| 30D | -10.2% | +6.7% | -16.9% | -11.7% |
| 3M | -17.2% | +4.9% | -22.1% | -18.5% |
| 6M | -28.4% | +3.6% | -32.0% | -29.6% |
| YTD | -37.6% | +21.9% | -59.5% | -41.4% |
| 1Y | -24.4% | +61.6% | -86.0% | -34.0% |
| 3Y | +18.4% | +52.1% | -33.7% | +3.3% |
| 5Y | -1.0% | +43.2% | -44.1% | -15.5% |
| 10Y | +370.1% | +521.5% | -151.4% | +198.4% |
| All | +370.1% | +493.0% | -122.8% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling